+8,486.3%
TPR vs PEGA
+2,604.4%
+5,881.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.3% | +9.4% | +7.5% |
| 7D | +13.9% | -1.6% | +15.4% | +14.2% |
| 30D | +14.9% | -3.0% | +17.9% | +15.4% |
| 3M | -15.4% | +5.8% | -21.2% | -16.9% |
| 6M | -4.5% | -8.8% | +4.3% | -4.3% |
| YTD | +6.0% | -43.5% | +49.5% | +15.0% |
| 1Y | +24.3% | -43.4% | +67.7% | +34.8% |
| 3Y | +412.8% | +48.6% | +364.2% | +343.5% |
| 5Y | +258.4% | -43.3% | +301.8% | +259.3% |
| 10Y | +396.8% | +109.7% | +287.1% | +302.1% |
| All | +8,486.3% | +2,604.4% | +5,881.9% | +4,655.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling